According to the size effect, small cap securities generally generate greater returns than those of large cap securities. Recent studies have however suggested that for certain periods, size cannot be considered as a relevant explanatory variable, and therefore as an anomaly. Our study, based on...

Since the early 90s, after the implementation of various regulatory multinational agreements,

This paper provides original empirical evidence on the causal links between e-skills, usage of Information and Communication Technologies (ICT) and firm’s performance using a sample of Luxembourgian manufacturing and services firms. Firm performance is measured in terms of innovation (success...

The aim of this study is to investigate whether oil consumption, international tourism, environmental quality and political instabilty affect economic growth in 18 MENA countries over the period 1995- 2011using both the static (POLS, FE and RE) and dynamic (Diff-GMM and Sys-GMM) panel data...

This paper examines the relationship between financial development, CO2 emissions, trade and economic growth using simultaneous-equation panel data models for a panel of 12 MENA countries over the period 1990-2011. Our results indicate that there is evidence of bidirectional causality between...

We develop a VAR-GRACH approach to invesigate shock and volatility transmissions between bank stock returns in Romania during the 2007-2009 international financial crisis.Our findings provide eveidence of significant shock and volatility transmissions between Romanian bank returns.We also show...

This paper investigates the causal relationship among two types of energy consumption (nuclear energy and renewable energy) and economic growth using dynamic simultaneous-equation panel data models for 17 developed and developing countries. Our results indicate that there is a unidirectional...

This article reviews the conceptual, methodological, and empirical insights gained from a systematic analysis of 65 studies conducted on the role of management commitment in the export performance of the firm. Undoubtedly, this stream of research has enhanced understanding of the importance of...

In this study, we contribute to the literature of stochastic dominance by studying the effect of generalized first and second order stochastic dominance changes on returns distribution of financial time series. This paper contributes to the existing literature by investigating how recent...

We study performance of Islamic and conventional indices of the Gulf Cooperation Council (GCC) countries in the wake of financial crisis of 2008 and test whether Islamic indices were less risky than conventional indices. We make use of data of the six GCC markets as well as the Dow Jones Islamic...